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Model selection in seismic hazard analysis : an information-theoretic perspective

  • Although the methodological framework of probabilistic seismic hazard analysis is well established, the selection of models to predict the ground motion at the sites of interest remains a major challenge. Information theory provides a powerful theoretical framework that can guide this selection process in a consistent way. From an information- theoretic perspective, the appropriateness of models can be expressed in terms of their relative information loss (Kullback-Leibler distance) and hence in physically meaningful units (bits). In contrast to hypothesis testing, information-theoretic model selection does not require ad hoc decisions regarding significance levels nor does it require the models to be mutually exclusive and collectively exhaustive. The key ingredient, the Kullback-Leibler distance, can be estimated from the statistical expectation of log-likelihoods of observations for the models under consideration. In the present study, data-driven ground-motion model selection based on Kullback-Leibler-distance differences isAlthough the methodological framework of probabilistic seismic hazard analysis is well established, the selection of models to predict the ground motion at the sites of interest remains a major challenge. Information theory provides a powerful theoretical framework that can guide this selection process in a consistent way. From an information- theoretic perspective, the appropriateness of models can be expressed in terms of their relative information loss (Kullback-Leibler distance) and hence in physically meaningful units (bits). In contrast to hypothesis testing, information-theoretic model selection does not require ad hoc decisions regarding significance levels nor does it require the models to be mutually exclusive and collectively exhaustive. The key ingredient, the Kullback-Leibler distance, can be estimated from the statistical expectation of log-likelihoods of observations for the models under consideration. In the present study, data-driven ground-motion model selection based on Kullback-Leibler-distance differences is illustrated for a set of simulated observations of response spectra and macroseismic intensities. Information theory allows for a unified treatment of both quantities. The application of Kullback-Leibler-distance based model selection to real data using the model generating data set for the Abrahamson and Silva (1997) ground-motion model demonstrates the superior performance of the information-theoretic perspective in comparison to earlier attempts at data- driven model selection (e.g., Scherbaum et al., 2004).show moreshow less

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Author details:Frank ScherbaumORCiDGND, Elise Delavaud, Carsten Riggelsen
URL:http://bssa.geoscienceworld.org/
DOI:https://doi.org/10.1785/0120080347
ISSN:0037-1106
Publication type:Article
Language:English
Year of first publication:2009
Publication year:2009
Release date:2017/03/25
Source:The bulletin of the Seismological Society of America. - ISSN 0037-1106. - 99 (2009), 6, S. 3234 - 3247
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Geowissenschaften
Peer review:Referiert
Institution name at the time of the publication:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Erd- und Umweltwissenschaften
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